| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 11.48% | 4.77% |
| Max Drawdown | -21.02% | -66.05% |
| Sharpe | 0.12 | 0.1 |
| Sortino | 0.18 | 0.15 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.06 | 1.02 |
| Common Sense Ratio | 0.27 | 1.0 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 0.26 | 0.98 |
| Outlier Win Ratio | 55.92 | 2.75 |
| Outlier Loss Ratio | 3.74 | 2.68 |
| Volatility (ann.) | 4.8% | 18.7% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.55 | 0.07 |
| Skew | 2.82 | 0.42 |
| Kurtosis | 82.91 | 12.4 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.91% | 0.39% |
| Expected Yearly % | 5.58% | 2.36% |
| Kelly Criterion | -1.06% | 6.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -1.6% |
| Expected Shortfall (cVaR) | -0.41% | -1.6% |
| Year | 11121348:SOLUSD | 11121348:solusd:triple_gx:lsma220_140_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.32 | 13.07 | 0.98 | - |
| 2025 | -7.55 | -1.40 | 0.19 | + |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| MTD | 7.29% | 18.31% |
| 3M | 3.62% | 21.09% |
| 6M | -8.01% | -25.45% |
| YTD | -1.4% | -7.55% |
| 1Y | 11.48% | 4.77% |
| 3Y (ann.) | 11.61% | 4.83% |
| 5Y (ann.) | 11.61% | 4.83% |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Max Drawdown | -21.02% | -66.05% |
| Longest DD Days | 135.0 | 128.0 |
| Avg. Drawdown | -2.99% | -6.38% |
| Avg. Drawdown Days | 14.0 | 9.0 |
| Recovery Factor | 0.55 | 0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-13 | 2025-05-28 | -21.02 | 135 |
| 2024-09-03 | 2024-11-17 | -12.32 | 75 |
| 2024-11-19 | 2025-01-03 | -9.40 | 45 |
| 2024-06-18 | 2024-06-25 | -4.91 | 6 |
| 2024-07-22 | 2024-08-07 | -4.85 | 15 |
| 2024-06-27 | 2024-07-22 | -3.48 | 24 |
| 2024-08-07 | 2024-08-24 | -2.88 | 17 |
| 2024-06-05 | 2024-06-18 | -1.99 | 12 |
| 2025-01-03 | 2025-01-13 | -1.96 | 9 |
| 2024-06-25 | 2024-06-27 | -1.83 | 2 |
| Metric | 11121348:solusd:triple_gx:lsma220_140_135 | 11121348:SOLUSD |
|---|---|---|
| Best Day | 6.06% | 11.82% |
| Worst Day | -2.96% | -8.96% |
| Best Week | 10.66% | 21.25% |
| Worst Week | -8.35% | -17.1% |
| Best Month | 13.75% | 41.15% |
| Worst Month | -6.48% | -36.08% |
| Best Year | 13.07% | 13.32% |
| Worst Year | -1.4% | -7.55% |
| Avg. Up Day | 0.57% | 0.61% |
| Avg. Down Day | -0.52% | -0.56% |
| Avg. Up Week | 4.47% | 10.09% |
| Avg. Down Week | -2.81% | -8.68% |
| Avg. Up Month | 7.02% | 27.39% |
| Avg. Down Month | -3.85% | -24.19% |
| Win Days % | 46.97% | 50.85% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 48.94% | 50.94% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |